Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.715 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52378.0 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48238.93 Kr¶

PnL: ---------------------------------------> -693.07 Kr¶

DD now: ---------------------------------> -1.397 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 17:21:24.413284'

Anic Portfolio¶

Today¶

Return: 0.582 %¶

This Week¶

Return: 0.118 %¶

Total portfolio value¶

Return including deposits: 71.472 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 8.130000 710.500000 71.500000 11.190000 638.999984
Xvivo Perfusion 3 0.850000 889.500000 44.500000 5.270000 845.000001
Sedana Medical 135 5.490000 4360.500000 29.500000 0.680000 4330.999935
Biotage 4 1.350000 632.400000 29.400000 4.880000 603.000000
Vitrolife 3 1.820000 705.000000 28.000000 4.140000 677.000001
Embracer Group B 26 1.290000 683.280000 21.280000 3.210000 661.999988
Eastnine 6 0.000000 678.000000 21.000000 3.200000 657.000000
Fortnox 10 1.570000 687.000000 19.000000 2.840000 668.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Svolder B 35 0.080000 2194.500000 15.500000 0.710000 2179.000005
Humana 40 3.620000 686.400000 12.400000 1.840000 674.000000
SynAct Pharma 9 -0.550000 654.300000 9.300000 1.440000 645.000003
Addnode Group B 6 -0.240000 758.400000 6.400000 0.850000 751.999998
NCC B 7 0.050000 656.950000 2.950000 0.450000 653.999997
Indutrade 5 -0.600000 1320.500000 0.500000 0.040000 1320.000000
Latour B 2 -0.750000 448.600000 -0.400000 -0.090000 449.000000
Gaming Innovation Group 161 0.970000 4186.000000 -2.000000 -0.050000 4187.999942
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Sdiptech B 3 -1.160000 814.800000 -7.200000 -0.880000 822.000000
Volati 5 -1.220000 566.000000 -8.000000 -1.390000 574.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
BONESUPPORT HOLDING 10 0.170000 1212.000000 -12.000000 -0.980000 1224.000000
Nolato B 12 -2.040000 634.200000 -13.800000 -2.130000 648.000000
Investor B 3 -0.740000 643.950000 -14.050000 -2.140000 657.999999
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Ambea 68 1.210000 2495.600000 -41.400000 -1.630000 2537.000032
Balco Group 39 1.520000 1827.150000 -47.850000 -2.550000 1874.999997
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Lundin Gold 7 -1.680000 901.600000 -72.400000 -7.430000 973.999999
Investor A 16 -0.970000 3432.000000 -113.000000 -3.190000 3545.000000
New Wave B 40 0.270000 3770.000000 -146.000000 -3.730000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 2.870000 2649.200000 -317.800000 -10.710000 2966.999993
TOTAL 48238.930000 -693.070000 -1.39749% 48931.999868

Updated:¶

'2023-06-14 17:21:40.902317'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶